Pages that link to "Item:Q5488998"
From MaRDI portal
The following pages link to Local Linear Approximations of Jump Diffusion Processes (Q5488998):
Displaying 6 items.
- Convergence rate of strong local linearization schemes for stochastic differential equations with additive noise (Q438716) (← links)
- Local \(M\)-estimation for jump-diffusion processes (Q449381) (← links)
- High order local linearization methods: an approach for constructing A-stable explicit schemes for stochastic differential equations with additive noise (Q1960209) (← links)
- Local SIML estimation of some Brownian and jump functionals under market micro-structure noise (Q2103295) (← links)
- Numerical simulation of nonlinear dynamical systems driven by commutative noise (Q2458556) (← links)
- Local Linear Estimation of Recurrent Jump—Diffusion Models (Q4904678) (← links)